Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-02 0.456831 0.509753 0.569484 0.642571 0.730530 0.834223 0.967633
2025-11-09 0.381193 0.444158 0.520171 0.620589 0.752798 0.925621 1.177281
2025-11-16 0.341586 0.410920 0.498976 0.622538 0.797758 1.048532 1.459034
2025-11-23 0.320536 0.396273 0.496798 0.645745 0.872259 1.226997 1.885118
2025-11-30 0.297707 0.375648 0.482622 0.648014 0.914237 1.364464 2.301365
2025-12-07 0.277026 0.355293 0.465657 0.642393 0.940973 1.481624 2.736396
2025-12-14 0.258517 0.335993 0.447702 0.631952 0.956499 1.581276 3.190511
2025-12-21 0.241017 0.316552 0.427403 0.614655 0.956057 1.648545 3.608577
2025-12-28 0.233049 0.310302 0.426340 0.628703 1.015487 1.860472 4.621523
2026-01-04 0.227741 0.307466 0.430098 0.651195 1.095744 2.151372 6.269852
2026-01-11 0.216900 0.295334 0.417770 0.643183 1.111455 2.287430 7.514020
2026-01-18 0.211402 0.291062 0.417839 0.657841 1.179104 2.596161 10.315734
2026-01-25 0.199152 0.275678 0.398620 0.634594 1.158724 2.643760 11.735078
2026-02-01 0.186630 0.259225 0.376549 0.603726 1.115661 2.606109 12.503141
2026-02-08 0.180121 0.252077 0.369922 0.602651 1.144603 2.825817 16.547127
2026-02-15 0.177644 0.251266 0.374134 0.623762 1.233898 3.321443 28.159793
2026-02-22 0.172440 0.245638 0.369353 0.625599 1.273391 3.654503 43.439621
2026-03-01 0.166593 0.238623 0.361576 0.620162 1.291873 3.913543 65.804933
2026-03-08 0.160549 0.230984 0.352172 0.610221 1.295653 4.110471 99.114964
2026-03-15 0.154044 0.222283 0.340324 0.593785 1.277395 4.186812 136.981873
2026-03-22 0.151800 0.220740 0.341670 0.607123 1.352945 4.858701 569.833403
2026-03-29 0.150608 0.220928 0.346256 0.628466 1.460760 5.897347 NaN
2026-04-05 0.146085 0.215093 0.338925 0.620865 1.470388 6.272611 NaN